Well, both platforms have exclusives - or: first come, first served titles that eventually get ported to the other OS.
With the 10s of thousands of games available for both platforms an exact list is hard to compile - and not knowing what kind of games you're into it's a bit pointless, too.
5 minutes after you unbox your new gadget that great favourite game of your youth might be launched for the OTHER device. No different to xBox vs PS3...

I agree with Jan, picking one platform over the other purely based on games would be ridiculous. Both have exclusives, both have missing games, nether is badly supported in the gaming department, though.